Usage

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Arguments

x

a numeric matrix of which each row represents an observation.

mean

a vector of mean parameters for the columns of x. Let D = ncol(x), and length(mean) should be equal to D.

scale

a positive definite D-by-D matrix.

shape

a positive scalar.

log

logical; if TRUE, density is given as the log-density.

n

number of vectors to simulate.

Details

The multivariate PVII distribution, a generalization of the multivariate t-distribution, arises when the inverse of the covariance of a multivariate normal random variable is itself a random variable with the Wishart distribution. See Sun et al. (2010) for details. As parameterized here, the density of a multivariate PVII random variable with mean mu, scale Sigma, and shape alpha is